-34.6%
UPS vs SNPS
+16.7%
-51.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -2.1% | -5.5% | +3.4% | -1.3% |
| 30D | -2.3% | -5.8% | +3.4% | -1.6% |
| 3M | -5.2% | -17.2% | +12.0% | -2.7% |
| 6M | +1.4% | -10.4% | +11.8% | +2.2% |
| YTD | +6.1% | -16.5% | +22.6% | +7.8% |
| 1Y | +27.0% | -35.6% | +62.6% | +32.4% |
| 3Y | -25.9% | -14.6% | -11.3% | -32.6% |
| 5Y | -34.6% | +16.5% | -51.1% | -50.0% |
| All | -34.6% | +16.7% | -51.3% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SNPS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling